The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
Li, Xiaoyue, Ma, Qianlin, Yang, Hongfu, Yuan, ChengguiVolume:
56
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/17M1143927
Date:
January, 2018
File:
PDF, 1.49 MB
english, 2018